+21.0%
COF vs BIYA
-99.8%
+120.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -1.8% |
| 7D | -6.1% | -1.3% | -4.8% | -6.1% |
| 30D | -5.2% | -15.9% | +10.8% | -5.1% |
| 3M | +17.0% | -81.2% | +98.2% | +17.4% |
| 6M | +12.9% | -88.2% | +101.1% | +13.2% |
| YTD | -13.5% | -94.1% | +80.6% | -12.6% |
| 1Y | -5.9% | -98.7% | +92.8% | -1.4% |
| All | +21.0% | -99.8% | +120.8% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BIYA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling